similar to: Loop and Solver with Black/Scholes-Formula

Hello all! I would like to create a 3d plot, with the option price explained by the underlying price and time. Unfortunately, I can't quite get it to work. I would very much appreciate your help! Thanks, Anna # Black-Scholes Option Graph library(lattice) blackscholes <- function(s, k, r=.1, t=5, sigma=.9,call=TRUE) { #calculate call/put option d1 <-

I've a problem with trusting domain authentication , I've searched the newsgroup but found no answer . The configuration is very simple . A windows 2000 domain (DOMA) , which contains the samba server , and a Windows 2003 domain (DOMB). The two are trusted by a bidirectional trust . The problem is that users from the 2003 domain can't get authenticated by the samba server and are

Greetings, 1) Is there a nice way of extracting the variance estimates from an lme fit? They don't seem to be part of the lme object. 2) In a series of simulations, I am finding that with ML fitting one of my random effect variances is sometimes being estimated as essentially zero with massive CI instead of the finite value it should have, whilst using REML I get the expected value. I guess

Hello, I have been using xen under open-suse 11.4 for almost half an year now. This week I had to reformat the provider and so I did install everything again (now there is a dual boot and microsoft windows server 2008 installed on the first half partition of the disk) again open-suse 11.4 and xen. I do start the xen kernel at grub but when I try to connect and/or creat a new domU the folling

Hi there, I'm trying to solve 2 nonlinear equations in 2 unknowns using the BB package. The first part of my program solves 3 ODEs using the deSolve package. This part works. The output is used as parameter values in the functions I need to solve. The second part is to solve 2 equations in 2 unknowns. This does not work. I get the error message "unexpected end of input". So what

Hi I would like to solve a system of nonlinear equations below using dfsane function   mn <- 142.36; vr <- 9335.69 ; sk <- 0.81;  kur <- 0.25 test_fn <- function(p) {    f <- rep(NA, length(p))     f[1] <- p[1]*(p [2]+p[3])- mn   f[2] <- - vr + 2*p[1]*p[2]*p[3]*(p[4]-1)+p[1]*(p[2]+p[3])^2   f[3] <- - sk + (p[1]*(p [2]+p[3])^3*(p[1]+1)*(p[1]+2)-6*p[1]*p[2]*p[3]*(p[2]+

I have two matrix s1 and s2, each of them is 1000*1. and I have two equations: digamma(p)-digamma(p+q)=s1, digamma(q)-digamma(p+q)=s2, and I want to sovle these two equations to get the value of x and y, which are also two 1000*1 matrices. I write a program like this: f <- function(x) { p<- x[1]; q <- x[2]; ((digamma(p)-digamma(p+q)-s1[2,]) )^2 +((digamma(q)-digamma(p+q)-s2[2,]) )^2

Hi r-users, I would like to solve system of nonlinear equation using BBsolve function and below is my code.  I have 4 parameters and I have 4 eqns. mgf_gammasum <- function(p) { t  <- rep(NA, length(p)) mn <- 142.36 vr <- 9335.69 sk <- 0.8139635 kur <- 3.252591 rh  <- 0.896 # cumulants k1 <- p[1]*(p[2]+p[3]) k2 <- p[1]*(2*p[2]*p[3]*p[4] +p[2]^2+p[3]^2) k3 <-

I notice when issuing the command "net rpc user testuser -S ip_address -U administrator%password" that the testuser gets added to the remote machine (Win 2k3) sucessfully, however the account is disabled. After adding the user remotely it requires that the administrator log into the remote machine "ip_address" to enable the newly created account. Is there a way to add a user

Greetings: I am a relatively new user to R. I was wondering if anyone is familiar with MATLAB's far_g() function. If yes, is there an R equivalent to this? I would like to have the ability to input as my observation vector continuous values. I noticed that there was something close in R, sar_probit_mcmc(), but I can only use a binary vector as my observation vector. If my

Hi R-users, Does R has a topic on newton's method? Thank you for the info.

Dear R users, I have two nonlinear equations, f1(x1,x2)=0 and f2(x1,x2)=0. I try to use optim command by minimize f1^2+f2^2 to find x1 and x2. I found the optimal solution changes when I change initial values. How to solve this? BTW, I also try to use grid searching. But I have no information on ranges of x1 and x2, respectively. Any suggestion to solve this question? Thanks, Kate

Hello R users, I am trying to estimate the parameters of a bimodal normal distribution using moments matching, so I have to solve a non-linear system of equations. How can I solve the following simple example? x^2 - y^2 = 6 x ? y = 3 I heard about nlsystemfit, but I don?t know how to run it exactly. I have tried the following code, but it doesn?t really work: f1 <-y~ x[1]^2-x[2]^2-6 f2

Hi all, I have a system of 3 equations with many defined parameters and 3 variables I need to find solutions to. I actually know the solutions I'm aiming for (0.07,0.287,0.0061) but R tends to give me (0,0,0). I tried the "BB" package but don't really follow how to refine my solutions from that; these are wrong so far. Here's my code from trying that: > f<-function(x){

Hi System: Dell PowerEdge Dual Processor O/S: Redhat 7.3 + most patches Kernel: RH compiled 2.4.18-19.7.xsmp Not sure whether this is an ext3 problem or not, but I've not seen this on other RH systems. There is a particular file on an ext3 filesystem that hangs whichever process tries to access it, i.e. an attempt to cp it will hang the cp. the process is unkillable, and a reboot is the

Hi there, can anyone tell me how to extract to values of a particular slot for some S4 object? Let take following example: > library(fOptions) > val <-GBSOption(TypeFlag = "c", S = 60, X = 65, Time = 1/4, r = 0.08, b = 0.08, sigma = 0.30) > val Title: Black Scholes Option Valuation Call: GBSOption(TypeFlag = "c", S = 60, X = 65, Time = 1/4, r = 0.08, b =

Hi all I am looking for an add-in. I am currently working on something and I use daily data of closing stock prices. As not all companies are traded daily (e.g. on monday, then on thursday etc) at the stock exchange, there is satistically a problem. There are some papers which explain the approach to handle infrequent trading of a stock or non synchronous data and beta estimation (Dimson, 1979;

Good morning to all, I should find the zero of a specific function with respect to a vector of arguments. Does it exist something similar in R? Thank you very much, Enrico Foscolo

I have the following function for which I need to find the root of a: f <- function(R,a,c,q) sum((1 - (1-R)^a)^(1/a)) - c * q To give context for the problem, this is a psychometric issue where R is a vector denoting the percentage of students scoring correct on test item i in class j, c is the proportion correct on the test by student k, and q is the number of items on the test in total. I

Hi Rowland i've made the config exactly like you sent. Doing testparm gives me Load smb config files from /etc/samba/smb.conf rlimit_max: increasing rlimit_max (1024) to minimum Windows limit (16384) Processing section "[pub]" Loaded services file OK. Server role: ROLE_STANDALONE Press enter to see a dump of your service definitions [global] netbios name = ME